+1,162.4%
VST vs GME
+483.4%
+679.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -6.0% | +4.8% | -10.8% | -6.2% |
| 30D | -18.8% | -4.3% | -14.5% | -18.7% |
| 3M | -8.0% | +35.3% | -43.4% | -8.9% |
| 6M | -10.9% | +4.7% | -15.7% | -11.2% |
| YTD | -18.3% | +26.6% | -45.0% | -19.1% |
| 1Y | -29.9% | +18.3% | -48.3% | -30.5% |
| 3Y | +290.3% | +102.8% | +187.5% | +270.0% |
| 5Y | +635.3% | -48.9% | +684.2% | +610.4% |
| 10Y | +1,162.4% | +480.5% | +681.9% | +745.7% |
| All | +1,162.4% | +483.4% | +679.0% | +745.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling